Here is the same effect achieved with XeLaTeX, which you may wish to try, as it allows you use fonts from your system. Simply replace the font names I used with your own, and scale them appropriately so that they match in your output. (I would invite others to please edit this code to include the minimal use of polyglossia, which has been identified as best practice when switching languages in TeX.)

Hi, sorry for the delay. I've tried (quickly) your solution. It didn't work ; since I'm not at home, it's quite hard to try to figure out where's the problem. I'll change my post in few days. Thanks for your try.
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JulienJan 19 '13 at 10:06

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@Julien, I just edited the example to make it even more minimal. Try it again, maybe. For example, the earlier version included the libertine package, which you might not have installed. Without seeing the error messages, my guess would be missing packages, e.g. pinyin, CJKutf8, or ruby, which your TeX installation probably has a simple method for downloading to the right place.
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commonhareJan 19 '13 at 23:20

Hi, I was self asking why the "maru", doesn't work with the "ruby" command, but goes fine if with only kana/kanji (but the pdf file doesn't open, and his corrupt), and allow normal work if without any kanji/kana in it. Got any idea ?
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JulienJan 25 '13 at 0:38

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I'm not sure how the maru option operates in the CJK package, but there is a chance it requires local installation of a font that your system may not have. Will have to defer to others, but this is why so many people will recommend XeLaTeX to you for these efforts: it allows you to specify system fonts that you KNOW you have.
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commonhareJan 25 '13 at 20:03

Thanks ! To solve the problem, since I only need to "show" kana and kanji, I use the 2 first line, one for kana, the other for kanji. But, do you know a way to put them in the name of a glossary entry ? I've asked the question here : tex.stackexchange.com/q/95272/13993.
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JulienJan 29 '13 at 20:48